+45.2%
AMZN vs MTZ
+156.0%
-110.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -7.5% | -14.8% | +7.4% | -4.8% |
| 3M | +5.8% | -30.8% | +36.6% | +11.1% |
| 6M | +17.5% | -22.6% | +40.2% | +19.2% |
| YTD | +9.1% | +6.8% | +2.3% | +1.3% |
| 1Y | +9.4% | +22.1% | -12.8% | -2.6% |
| 3Y | +82.2% | +153.1% | -70.9% | +33.6% |
| 5Y | +45.2% | +161.4% | -116.2% | -2.7% |
| All | +45.2% | +156.0% | -110.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling